-22.9%
TMUS vs BTDR
-13.8%
-9.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +3.2% |
| 7D | +0.4% | -3.4% | +3.8% | +0.2% |
| 30D | +3.5% | +32.6% | -29.1% | +5.9% |
| 3M | -1.3% | -32.2% | +30.9% | -2.4% |
| 6M | -13.6% | +52.4% | -66.0% | -9.4% |
| YTD | -8.8% | +6.7% | -15.4% | -5.8% |
| 1Y | -22.9% | -15.2% | -7.6% | -20.2% |
| All | -22.9% | -13.8% | -9.1% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling